+1,850.3%
APD vs CRL
+1,379.5%
+470.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.6% |
| 7D | -2.2% | -1.0% | -1.2% | -2.0% |
| 30D | +2.1% | +10.7% | -8.6% | -0.6% |
| 3M | +7.2% | +55.3% | -48.1% | -4.8% |
| 6M | +11.2% | +60.7% | -49.4% | -3.3% |
| YTD | +24.4% | +44.6% | -20.2% | +10.4% |
| 1Y | +6.7% | +77.7% | -71.1% | -10.8% |
| 3Y | +9.2% | +37.6% | -28.4% | -7.4% |
| 5Y | +27.4% | -35.8% | +63.2% | +29.2% |
| 10Y | +164.8% | +241.7% | -76.9% | +61.0% |
| All | +1,850.3% | +1,379.5% | +470.8% | +780.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling